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CLO Ratings

The ratings displayed on this tab are not issued or maintained by EJR in its capacity as an NRSRO.

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield
SECURITYREPORTEJR RatingOther NRSRODiffCurr Par SubordOC TriggerOC CurrentOC Curr/ TriggerIC TriggerIC CurrentIC Curr/ TriggerDate
Carlyle Global Market Strategies CLO 2013-3 ER Carlyle Global Market Strategies CLO 2013-3CCC+ (sf)N/A4.24      05/09/21
Benefit Street Partners CLO VIII A1AR Benefit Street Partners CLO VIIIAA+ (sf)AAA36.42114.5118.711.04115293.742.5505/09/21
Benefit Street Partners CLO VIII A1BR Benefit Street Partners CLO VIIIAA+ (sf)AAA31.44114.5118.711.04115293.742.5505/09/21
Benefit Street Partners CLO VIII A2R Benefit Street Partners CLO VIIIAA+ (sf)N/A23.75114.5118.711.04115293.742.5505/09/21
Benefit Street Partners CLO VIII BR Benefit Street Partners CLO VIIIA- (sf)N/A16.09114.5118.711.04115293.742.5505/09/21
Benefit Street Partners CLO VIII CR Benefit Street Partners CLO VIIIBB+ (sf)N/A10.01107.7110.681.03110255.252.3205/09/21
Benefit Street Partners CLO VIII DR Benefit Street Partners CLO VIIIBB- (sf)N/A5.85104.2105.791.02105217.192.0705/09/21
Anchorage Credit Funding 9 CLO BA Anchorage Credit Funding 9AA+ (sf)AA-39.32151.4164.611.09110567.475.1605/09/21
Anchorage Credit Funding 9 CLO BB Anchorage Credit Funding 9AA+ (sf)N/A39.32151.4164.611.09110567.475.1605/09/21
Anchorage Credit Funding 9 CLO CB Anchorage Credit Funding 9AA+ (sf)N/A33.83144.2150.951.05105503.914.805/09/21
Anchorage Credit Funding 9 CLO EB Anchorage Credit Funding 9BBB+ (sf)N/A23.84127.9131.151.03   05/09/21
Anchorage Capital CLO 7 BRR Anchorage Capital CLO 7AA+ (sf)N/A24.14123.3131.551.07120397.93.3205/09/21
Cathedral Lake V CLO B Cathedral Lake VAA+ (sf)AA23.01121.58129.231.06120281.22.3405/09/21
CIFC Funding 2012-II-R CLO B CIFC Funding 2012-II-RA+ (sf)A16.54112.5119.551.06115330.332.8705/09/21
Atlas Senior Loan Fund XI CLO B Atlas Senior Loan Fund XIAA+ (sf)AA23.78124.05130.691.05120284.242.3705/09/21
Carlyle U.S. CLO 2018-4 A1B Carlyle U.S. CLO 2018-4AA+ (sf)AAA34.9115.2123.021.07115272.922.3705/09/21
Carlyle U.S. CLO 2018-4 B Carlyle U.S. CLO 2018-4A+ (sf)A18.71115.2123.021.07115272.922.3705/09/21
Cedar Funding V CLO BR Cedar Funding V CLOAA+ (sf)N/A23.02121.6129.071.06120286.682.3905/09/21
Allegro CLO XI A1B Allegro CLO XIAA+ (sf)AAA38.97121.6131.511.08120256.572.1405/09/21
Allegro CLO XI A2B Allegro CLO XIAA+ (sf)N/A35.47121.6131.511.08120256.572.1405/09/21
Allegro CLO XI B Allegro CLO XIAA+ (sf)AA23.96121.6131.511.08120256.572.1405/09/21
CarVal CLO III B1 CarVal CLO IIIAA+ (sf)AA25.31124.77133.841.07120270.162.2505/09/21
CarVal CLO III B2 CarVal CLO IIIAA+ (sf)AA25.31124.77133.841.07120270.162.2505/09/21
Catamaran CLO 2018-1 B Catamaran CLO 2018-1AA+ (sf)AA22.86121.6129.651.07120292.182.4305/09/21
Barings CLO 2019-IV A1 Barings CLO 2019-IVAA+ (sf)AAA36.26121.93132.461.09120263.892.205/09/21
Barings CLO 2019-IV A2 Barings CLO 2019-IVAA+ (sf)AAA36.26121.93132.461.09120263.892.205/09/21
Barings CLO 2019-IV B1 Barings CLO 2019-IVAA+ (sf)N/A24.5121.93132.461.09120263.892.205/09/21
Barings CLO 2019-IV B2 Barings CLO 2019-IVAA+ (sf)N/A24.5121.93132.461.09120263.892.205/09/21
Barings CLO 2019-IV C Barings CLO 2019-IVBBB+ (sf)N/A18.53114.25122.741.07115233.092.0305/09/21
Barings CLO 2019-IV D Barings CLO 2019-IVBB+ (sf)N/A12.55107.9114.351.06110197.841.805/09/21
Barings CLO 2019-IV E Barings CLO 2019-IVBB- (sf)BB-8.37104.2109.131.05105168.511.605/09/21
Allegro CLO VIII B1 Allegro CLO VIIIAA+ (sf)AA23.74122.98130.761.06120335.382.7905/09/21
Allegro CLO VIII B2 Allegro CLO VIIIAA+ (sf)AA23.74122.98130.761.06120335.382.7905/09/21
Elevation CLO 2016-5 ( previously Arrowpoint CLO 2016-5) BR Elevation CLO 2016-5 ( previously Arrowpoint CLO 2016-5)AA+ (sf)AA23.08122.3129.851.06120305.172.5405/09/21
Clear Creek CLO BR Clear Creek CLOAA+ (sf)AA22.55121.6128.771.06120266.152.2205/09/21
Anchorage Capital CLO 2018-10 A1B1 Anchorage Capital CLO 2018-10AA+ (sf)AAA47.37128.7137.191.07120379.013.1605/09/21
Anchorage Capital CLO 2018-10 A1B2 Anchorage Capital CLO 2018-10AA+ (sf)AAA42.71128.7137.191.07120379.013.1605/09/21
Anchorage Capital CLO 2018-10 B Anchorage Capital CLO 2018-10AA+ (sf)AA27.11128.7137.191.07120379.013.1605/09/21
Ares XLVII CLO B Ares XLVII CLOAA+ (sf)AA23.32122.5130.41.06120386.643.2205/09/21
Canyon CLO 2017-1 B Canyon CLO 2017-1AA+ (sf)AA23.23122.32130.141.06120289.972.4205/09/21
Apex Credit CLO 2019-II B Apex Credit CLO 2019-IIAA+ (sf)N/A23.71120.72131.091.09120283.92.3705/09/21
Ares XLIII CLO B Ares XLIII CLOA+ (sf)AA22.35121.58128.731.06120309.982.5805/09/21
ARES XXXVR CLO B ARES XXXVR CLOAA+ (sf)AA23.96124.2131.421.06120360.11305/09/21
Battery Park CLO X Battery Park CLOAA+ (sf)AAA 113.7120.751.06110226.622.0605/09/21
Battery Park CLO AL Battery Park CLOAA+ (sf)N/A24.86113.7120.751.06110226.622.0605/09/21
Battery Park CLO B1 Battery Park CLOBBB+ (sf)A17.35113.7120.751.06110226.622.0605/09/21
Battery Park CLO B2 Battery Park CLOBBB+ (sf)A17.35113.7120.751.06110226.622.0605/09/21
Battery Park CLO C Battery Park CLOBB+ (sf)BBB-12.34108.3113.851.05105200.811.9105/09/21
Battery Park CLO D Battery Park CLOBB- (sf)BB-8.58105.1109.171.04   05/09/21
Barings CLO 2016-II (previously Babson CLO 2016-II) AR Barings CLO 2016-II (previously Babson CLO 2016-II)AA+ (sf)AAA36.09123.3130.651.06120331.832.7705/09/21